+319.9%
IP vs VFC
+1,337.9%
-1,018.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -2.9% |
| 7D | -5.0% | +10.9% | -15.8% | -8.6% |
| 30D | +6.5% | +40.6% | -34.1% | -6.3% |
| 3M | -18.0% | +34.4% | -52.5% | -26.8% |
| 6M | +10.3% | +12.3% | -2.0% | +4.5% |
| YTD | -9.9% | +14.4% | -24.3% | -16.0% |
| 1Y | -1.1% | +40.6% | -41.7% | -14.8% |
| 3Y | +13.0% | +40.1% | -27.1% | -17.3% |
| 5Y | -12.3% | -67.6% | +55.3% | +10.9% |
| 10Y | +26.8% | -45.9% | +72.8% | +22.8% |
| All | +319.9% | +1,337.9% | -1,018.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling